Corny title I know but after a little bit of research we can see that we approach situations with certain mental sets (usually based on previous prejudices and experiences), and that is the “set”.   After we get into our mental set, we approach the situation with a certain behavior (verbally or physically) and that is the “go”.   It sort of helps me with the connection between mental set and behavior.

Here is a link to a great site with some more info and some cool diagrams